From my point of view, I like having uBlock Origin in private mode and blocking stuff there, by accessing filter lists from normal mode, and adding to filters from private mode, so those two should stay in sync. I don't know how they store that data, but this should still work, as long as I manually enable an extension in private mode. If I manually enable it in private, then that is my own fault, not the browser's concern.
If this storage doesn't rely on cookies, it would be smart to not remember any cookies set by them in private mode.
In Chrome extensions are auto disabled for private/incognito mode, this is a smart default. Then the user can decide and enable it per extension. This could be an additional switch/toggle in Extensions window.